FnO Contract Details

CHAMBLFERT analysis for the selected expiry [Dec-21] as on 26-Nov-21

CHAMBLFERT Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 398.00 398.00 363.05 369.45 NA -7.63 % NA NA
30-Dec-21 399.50 399.50 362.00 369.30 1,740,000 -8.17 % -15.14 % Long Windup
27-Jan-22 397.45 398.05 367.70 370.25 40,500 -8.18 % 35.00 % Short Buildup
Cummulative NA NA NA NA 1,780,500 NA -19.74 % Long Windup
CHAMBLFERT Options OI PCR:  0.25   (Expiry : 30-Dec-21 )   PUT OI: 400,500   CALL OI: 1,606,500 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
400.00 537000 31.14% 10.85 -46.68% Short Buildup
380.00 291000 10.23% 16.55 -46.87% Short Buildup
440.00 132000 49.15% 4.50 -44.44% Short Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
400.00 537000 31.14% 10.85 -46.68% Short Buildup
440.00 132000 49.15% 4.50 -44.44% Short Buildup
450.00 115500 35.09% 3.65 -42.97% Short Buildup
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
410.00 54000 -12.20% 8.85 -45.20% Long Windup
370.00 121500 -4.71% 20.95 -45.80% Long Windup
405.00 19500 -23.53% 9.30 -49.59% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
350.00 150000 284.62% 12.25 353.70% Long Buildup
360.00 72000 54.84% 15.80 280.72% Long Buildup
380.00 67500 7.14% 25.65 174.33% Long Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
350.00 150000 284.62% 12.25 353.70% Long Buildup
360.00 72000 54.84% 15.80 280.72% Long Buildup
380.00 67500 7.14% 25.65 174.33% Long Buildup
PUT - CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
400.00 21000 -58.82% 41.40 122.58% Short Covering
390.00 39000 -10.34% 33.75 150.00% Short Covering
None
CHAMBLFERT Futures - Summary
Trade Date SPOT Close FUT Close Open
Interest (OI)
Cummulative
OI
FUT % Chg OI % Chg COI % Chg Volatility PCR Rollover % Price Action
(as per COI)
Delivery % Delivery Volume
(Rs. Crore)
Premium /
Discount
Premium /
Discount %
26-Nov-21 369.45 369.30 1,740,000 1,780,500 -8.17 % -15.14 % -19.74 % 0.5493 0.25 2.27 % Long Windup 18.70%14.95 -0.15 -0.04 %
25-Nov-21 399.95 402.15 2,050,500 2,218,500 5.51 % 65.50 % 45.43 % 0.5385 0.19 - Long Buildup 14.58%38.42 2.2 0.55 %
24-Nov-21 379.40 381.15 1,239,000 1,525,500 3.60 % 119.10 % 50.67 % 0.5349 0.12 - Long Buildup 16.56%25.89 1.75 0.46 %
23-Nov-21 366.40 367.90 565,500 1,012,500 1.21 % 41.73 % 1.50 % 0.5341 0.09 - Long Buildup 12.81%5.85 1.5 0.41 %
22-Nov-21 361.05 363.50 399,000 997,500 -0.90 % 160.78 % 7.09 % 0.5352 0.09 - Short Buildup 14.42%12.18 2.45 0.68 %
18-Nov-21 365.35 366.80 153,000 931,500 3.03 % 15.91 % -3.87 % 0.5364 0.25 - Short Covering 10.17%11.09 1.45 0.4 %
17-Nov-21 355.70 356.00 132,000 969,000 -5.97 % 60.00 % -21.32 % 0.5363 0.50 - Long Windup 25.35%16.55 0.3 0.08 %
16-Nov-21 376.15 378.60 82,500 1,231,500 5.24 % 57.14 % 28.28 % 0.5312 0.25 - Long Buildup 14.49%29.63 2.45 0.65 %
15-Nov-21 356.00 359.75 52,500 960,000 3.51 % 12.90 % 6.84 % 0.5273 0.33 - Long Buildup 18.47%9.53 3.75 1.05 %
12-Nov-21 345.30 347.55 46,500 898,500 -2.99 % 10.71 % 3.63 % 0.5269 0.33 - Short Buildup 38.16%5.08 2.25 0.65 %
11-Nov-21 351.80 358.25 42,000 867,000 1.10 % 12.00 % -3.99 % 0.5276 0.33 - Short Covering 65.23%27.84 6.45 1.83 %
10-Nov-21 352.05 354.35 37,500 903,000 -1.31 % 66.67 % 10.05 % 0.5289 1.00 - Short Buildup 39.50%5.49 2.3 0.65 %
09-Nov-21 356.85 359.05 22,500 820,500 2.28 % 25.00 % 4.59 % 0.5299 1.00 - Long Buildup 21.78%9.64 2.2 0.62 %
08-Nov-21 354.85 351.05 18,000 784,500 -1.39 % 9.09 % 10.34 % 0.5312 1.00 - Short Buildup 39.32%13.37 -3.8 -1.07 %
04-Nov-21 351.30 356.00 16,500 711,000 0.00 % 0.00 % 9.98 % 0.5323 1.00 - 51.22%5.59 4.7 1.34 %
03-Nov-21 353.60 356.00 16,500 646,500 -4.75 % -15.38 % 13.72 % 0.5336 1.00 - Short Buildup 31.31%6.90 2.4 0.68 %
02-Nov-21 366.70 373.75 19,500 568,500 -0.09 % 160.00 % 30.69 % 0.5326 - - Short Buildup 26.71%14.19 7.05 1.92 %
01-Nov-21 363.10 374.10 7,500 435,000 0.23 % 150.00 % 20.83 % 0.5338 - - Long Buildup 25.76%13.05 11 3.03 %
29-Oct-21 369.70 373.25 3,000 360,000 0.00 % 0.00 % 0.00 % 0.5345 - - 29.75%23.49 3.55 0.96 %
Average Delivery Volume
On 26-Nov-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
14.95 Crore Rs. 26.42 Crore Rs. 19.46 Crore Rs. 19.32 Crore Rs. 16.32 Crore Rs. 14.75 Crore Rs. More details >>
Average Delivery Percentage
On 26-Nov-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
18.70 % 15.91 % 15.46 % 15.35 % 18.26 % 31.71 % More details >>
Spot / Future Candlestick Pattern Exclusive Pattern
FUTURE-
SPOT-
CHAMBLFERT Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 29-Nov-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
316.86 339.43 354.36 376.93 391.86 414.43 429.36
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
350.55 359.93 363.05 366.18 376.93 372.43 375.55 378.68 388.05
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
339.43 353.76 362.61 376.93 391.26 400.11 414.43
DeMark Pivot
Support 1 Pivot Point Resistance 1
346.9 373.2 384.4